Forex Software — Reliability of FSB with Jforex

Re: Reliability of FSB with Jforex

2011-09-26T11:38:03Z

All timeframes apparently.
On the 30mins timeframe, it produced 38.7k gross profit, 1.8k gross loss. win/loss ratio is 0.93

Every bar will result in a profit, except when bar opening is higher than previous bar closing. It looks like the non-ambiguous bars are interpolated by default, the optimistic way.
I may have just answered my own question lol.

Anyway, heres another strategy with a different problem.
Timeframe = 30mins, spread 0.

[Strategy Properties]
A same direction signal - Does nothing
An opposite direction signal - Does nothing
Permanent Stop Loss - None
Permanent Take Profit - None
Break Even - None

[Opening Point of the Position]
Price Move
Enter long after an upward move
Base price - Open
Price move - 1
Use previous bar value - No

[Closing Point of the Position]
Bar Closing
Exit the market at the end of the bar
Base price - Close

Very smooth equity curve.
Gross Profit = 86k
Gross Loss = 26k
Win/loss ratio = 0.67
Total bars = 1046
Ambiguous bars = 988

Almost all the bars are ambiguous. And its only a 1 pip price move for the entry to trigger... very wierd.

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Edited

My bad, when testing 30min TF strategies, i used tick data from jforex, but 30min TF data from another broker, which causes significant inaccuracies especially when one broker produces faster data than the other one.

Now with both datas obtained from the same broker, the results shown makes alot more sense.

Re: Reliability of FSB with Jforex

2011-09-26T09:14:53Z

If I remember correctly, the developer said it uses ticks only on ambig. bars.

BTW, what timeframe produced too good result? Is win/loss ratio bigger than 0.9?

Reliability of FSB with Jforex

2011-09-26T03:29:29Z

I used tick data on this strategy and my gross profit is 21 times more than my gross loss.
Does FSB use ticks for bar interpolating on all the bars or only the ambiguous bars?

[Strategy Properties]
A same direction signal - Does nothing
An opposite direction signal - Does nothing
Permanent Stop Loss - None
Permanent Take Profit - None
Break Even - None

[Opening Point of the Position]
Fractal
Enter long at a Down Fractal
Visibility - The fractal is visible
Vertical shift - 0

[Closing Point of the Position]
Previous Bar Closing
Exit the market at the previous Bar Closing
Base price - Previous Bar Closing

Seems too good to be true. But i have no idea where is the problem.